Circular Cross Correlation
26 Apr 2004
(Updated 16 Aug 2004)
Circular Cross Correlation function estimate.
% CXCORR Circular Cross Correlation function estimates.
% CXCORR(a,b), where a and b represent samples taken over time interval T
% which is assumed to be a common period of two corresponded periodic signals.
% a and b are supposed to be length M row vectors, either real or complex.
% [x,c]=CXCORR(a,b) returns the length M-1 circular cross correlation sequence c
% with corresponded lags x.
% The circular cross correlation is:
% c(k) = sum[a(n)*conj(b(n+k))]/[norm(a)*norm(b)];
% where vector b is shifted CIRCULARLY by k samples.
% The function doesn't check the format of input vectors a and b!
% For circular covariance between a and b look for CXCOV(a,b) in
% A. V. Oppenheim, R. W. Schafer and J. R. Buck, Discrete-Time Signal Processing,
% Upper Saddler River, NJ : Prentice Hall, 1999.
% Author: G. Levin, Apr. 26, 2004.
b=[b(end),b(1:end-1)]; %circular shift